Large deviation principle for white noise SPDEs with oblique reflection
Probability
2023-04-03 v1
Abstract
In this paper, we consider Fredlin-Wentzell type large deviation principle (LDP) of multidimensional reflected stochastic partial differential equations in a convex domain, allowing for oblique direction of reflection. To prove the LDP, a sufficient condition for the weak convergence method and penalized method plays an important role.
Keywords
Cite
@article{arxiv.2303.17851,
title = {Large deviation principle for white noise SPDEs with oblique reflection},
author = {Hong Shaopeng and Liu Xiangdong},
journal= {arXiv preprint arXiv:2303.17851},
year = {2023}
}
Comments
21 pages